Truncated uniform Kernel function
Posted: Sun Feb 10, 2013 12:10 pm
Hello
In page 785 in User's guide II Eviews 7 in the table with Kernel function properties about Truncated uniform(1st line) we have a q=0 that don't correspond to the value Rb=1/5 (4th column),for according to the formulae Rb=1/(2q+1) (see below table), q should be 2 and not 0.
To put things clear I estimated a model and calculated the automatic bandwidth that confirms the value in Eviews for q=2.
So is there a bug or am I misunderstanding something?
Thks for assistance
Joao Pereira
In page 785 in User's guide II Eviews 7 in the table with Kernel function properties about Truncated uniform(1st line) we have a q=0 that don't correspond to the value Rb=1/5 (4th column),for according to the formulae Rb=1/(2q+1) (see below table), q should be 2 and not 0.
To put things clear I estimated a model and calculated the automatic bandwidth that confirms the value in Eviews for q=2.
So is there a bug or am I misunderstanding something?
Thks for assistance
Joao Pereira